Annaly Cap Mgmt Inc

CUSIP: 035710ab8 Class: NOTE 5.000% 5/1

WATER ISLAND CAPITAL LLC's Holding History (CIK: 0001222765)

Note: Option positions (PUT/CALL) are excluded.

Q1 2015
Shares 1,500,000 Value ($000) $1,503,750 Avg Close — Range —